Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution

DOI10.1007/S00158-010-0539-1MaRDI QIDQ381535zbMATH OpenOpenAlexFDO

Authors Yoojeong Noh, K. K. Choi, Ikjin Lee

Publication date 15 November 2013

Published in Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00158-010-0539-1

zbMATH Keywords

copulaidentification of joint distributionMCMC-based Bayesian methodone-step proceduretwo-step procedureweight-based Bayesian method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A NEW MEASURE OF RANK CORRELATION
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• An introduction to copulas. Properties and applications
• Bayesian copula selection
• Bayesian Measures of Model Complexity and Fit
• Fitting bivariate cumulative returns with copulas
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• Identification of marginal and joint {cdf}s using Bayesian method for {RBDO}
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Ordinal Measures of Association
• Slice sampling. (With discussions and rejoinder)
• Springer handbook of engineering statistics. With CD-ROM.
• Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market

Cited in

(3)

• The method of solving structural reliability with multiparameter correlation problem
• A copula-based perturbation stochastic method for fiber-reinforced composite structures with correlations
• Identification of marginal and joint {cdf}s using Bayesian method for {RBDO}

Describes a project that uses

Uses Software

• BayesDA

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